+230.9%
ASTS vs FCEL
+38.3%
+192.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +11.5% | -4.4% | +4.9% |
| 7D | -21.1% | -11.3% | -9.8% | -19.1% |
| 30D | -46.7% | -45.8% | -0.9% | -40.2% |
| 3M | -52.0% | -51.0% | -1.0% | -45.8% |
| 6M | -54.3% | -22.3% | -32.0% | -53.7% |
| YTD | -55.5% | +36.2% | -91.7% | -59.8% |
| 1Y | -50.5% | +29.0% | -79.4% | -55.0% |
| 3Y | +706.2% | -70.9% | +777.1% | +717.2% |
| 5Y | +165.2% | -96.3% | +261.5% | +224.5% |
| All | +230.9% | +38.3% | +192.6% | +293.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FCEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling